Application of Generalized Probability Weighted Moments for Skew Normal Distribution
Keywords:Probability weighted Moments, Generalized probability weighted Moments, Fractional moments and Skew normal distribution
Skewness is often present in a wide range of applied problems. One possible approach to model this skewness is based on the class of skew normal distributions. This article focuses on estimating the unknown parameters of skew normal distribution. Generalized probability weighted moments, probability weighted moments and fractional moments estimating methods are investigated in skew normal distribution. Comparison between estimators is made through Monte Carlo simulation via their mean square errors. Comparison study revealed that the fractional moment estimators are better than generalized probability weighted moment and probability weighted moment estimators
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